+123.6%
CHH vs SPY
+322.5%
-198.8%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.3% | -2.3% |
| 7D | -3.8% | -0.8% | -3.1% | -3.2% |
| 30D | -8.3% | -1.1% | -7.2% | -7.5% |
| 3M | -9.7% | +3.9% | -13.5% | -13.1% |
| 6M | -0.9% | +13.6% | -14.5% | -12.4% |
| YTD | +2.4% | +12.7% | -10.2% | -8.8% |
| 1Y | -15.0% | +17.5% | -32.5% | -27.4% |
| 3Y | -22.3% | +76.9% | -99.2% | -55.5% |
| 5Y | -15.1% | +83.6% | -98.7% | -53.3% |
| All | +123.6% | +322.5% | -198.8% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling